Toan M. Tran

Publication Activity (10 Years)

Years Active: 2020-2023
Publications (10 Years): 5

Top Topics

Signature Recognition

Transaction Costs

Gaussian Process

Top Venues

Publications

Anh Tong, Thanh Nguyen-Tang, Dongeun Lee, Toan M. Tran, Jaesik Choi
SigFormer: Signature Transformers for Deep Hedging. ICAIF (2023)
Anh Tong, Thanh Nguyen-Tang, Dongeun Lee, Toan M. Tran, Jaesik Choi
SigFormer: Signature Transformers for Deep Hedging. CoRR (2023)
Anh Tong, Thanh Nguyen-Tang, Toan M. Tran, Jaesik Choi
Learning Fractional White Noises in Neural Stochastic Differential Equations. NeurIPS (2022)
Anh Tong, Toan M. Tran, Hung Bui, Jaesik Choi
Learning Compositional Sparse Gaussian Processes with a Shrinkage Prior. AAAI (2021)
Anh Tong, Toan M. Tran, Hung Bui, Jaesik Choi
Learning Compositional Sparse Gaussian Processes with a Shrinkage Prior. CoRR (2020)